+65.7%
ENTG vs S
+36.5%
+29.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -6.7% |
| 7D | -10.3% | -8.2% | -2.1% | -9.5% |
| 30D | -14.4% | -7.6% | -6.7% | -13.9% |
| 3M | -1.1% | +12.0% | -13.1% | -1.5% |
| 6M | +3.0% | +50.6% | -47.6% | 0.0% |
| YTD | +70.1% | +56.6% | +13.5% | +63.8% |
| 1Y | +65.7% | +39.2% | +26.5% | +63.3% |
| All | +65.7% | +36.5% | +29.3% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling